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An I(2) analysis of inflation and the markup
Banerjee, Anindya; Cockerell, Lynne; Russell, Bill - In: Journal of applied econometrics 16 (2001) 3, pp. 221-240
Persistent link: https://www.econbiz.de/10001591860
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A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated
Banerjee, Anindya; Mizen, Paul - In: Journal of applied econometrics 21 (2006) 8, pp. 1249-1264
Persistent link: https://www.econbiz.de/10007395419
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A re-interpretation of the linea-quadratic model when inventories and sales are polynominally cointegrated
Banerjee, Anindya; Mizen, Paul - In: Journal of applied econometrics 21 (2006) 8, pp. 1249-1264
Persistent link: https://www.econbiz.de/10003406330
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Cointegration in panel data with structural breaks and cross-section dependence
Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - In: Journal of applied econometrics 30 (2015) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10011327657
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Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - In: Journal of applied econometrics 32 (2017) 6, pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314